+199.0%
VLO vs OUST
+626.4%
-427.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -1.8% |
| 7D | -13.3% | +17.0% | -30.3% | -13.8% |
| 30D | -18.3% | -16.5% | -1.8% | -17.9% |
| 3M | +14.3% | -23.7% | +38.0% | +15.1% |
| 6M | +47.6% | +18.4% | +29.3% | +43.8% |
| YTD | +116.0% | +60.8% | +55.2% | +105.8% |
| 1Y | +101.0% | +44.2% | +56.8% | +92.3% |
| 3Y | +199.0% | +668.1% | -469.1% | +145.3% |
| All | +199.0% | +626.4% | -427.4% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling